TCOM reports Mon 16 Nov. See how it is priced with a free account.
Over its last 12 reports TCOM’s options priced a 6.4% move on average and the stock moved 6.7% by the close. For Mon 16 Nov a free account shows the implied volatility behind it now, and the priced move and how rich it is against those twelve on the day TCOM reports. The settled history below is public.
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How TCOM’s options price it
Read at 15:46 ET from every expiry that holds the report, and split into the report’s own share and ordinary movement.
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- TCOM for Mon 16 Novthe implied volatility now; the priced move and its richness the day it reports
- What selling it keptat the open, at 10:00 and at the close, report by report
- Every other tickerwith no limit, and today’s board
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| Report | Report’s partPriced | RealizedC2C | By 10:00 | Priced · realized · ±25% | CrushATM | As-sold | Open | ForecastPred. | Error | SoldP&L |
|---|---|---|---|---|---|---|---|---|---|---|
| Aug 26 ’26 | ±5.3% | −1.2% | −0.9% | −1% | −1% | −2% | — | — | ||
| Jun 24 ’26 | ±7.0% | −12.5% | −14.5% | −15% | −10% | −15% | — | — | ||
| Feb 25 ’26 | ±6.6% | −2.6% | −3.4% | −19% | −21% | −22% | — | — | ||
| Nov 17 ’25 | ±6.2% | +2.2% | +3.0% | −20% | −22% | −19% | −20%rec | +1pt | ||
| Aug 27 ’25 | ±6.6% | +14.9% | +10.2% | −24% | −8% | −22% | −29%rec | +5pt | ||
| May 19 ’25 | ±5.0% | −5.5% | −6.0% | −16% | −16% | −15% | — | — | ||
| Feb 24 ’25 | ±7.8% | −11.4% | −13.3% | −17% | −8% | −12% | −22%rec | +5pt | ||
| Nov 18 ’24 | ±7.9% | +2.3% | +1.9% | −23% | −23% | −20% | −20%rec | −2pt | ||
| Aug 26 ’24 | ±7.1% | +8.6% | +8.7% | −31% | −26% | −26% | −26%rec | −5pt | ||
| May 20 ’24 | ±6.2% | −2.1% | −3.2% | −24% | −25% | −19% | — | — | ||
| Feb 21 ’24 | ±5.4% | +6.6% | +5.5% | −24% | −18% | −20% | −21%rec | −3pt | ||
| Nov 20 ’23 | ±6.0% | −10.6% | −8.3% | −25% | −12% | −19% | −21%rec | −4pt | ||
| Sep 4 ’23 | ±6.2% | −5.3% | −7.3% | −32% | −27% | −16% | −27%rec | −5pt | ||
| Jun 7 ’23 | ±8.0% | +5.4% | +4.1% | −47% | −44% | −43% | −42%rec | −5pt | ||
| All · 14 | ±6.5% avg | 6.5% avg either way | 6.5% avg either way | −23.5% median | −19.5% median | −19% median | −22% median | 3.9 average |
What the columns mean6 groups · 10 columns
- Report’s part
- The report’s own share of what the options priced the day before, taken from two or more expiries.
- ColumnsPriced
- Realized
- C2C is the previous close to the next close; By 10:00, the 09:55–10:05 ET average price against the previous close, never substituted from the open when it is missing.
- ColumnsC2CBy 10:00
- Chart
- The grey band is what the options priced and the marks are what happened, on a ±25% scale.
- ColumnsPriced · realized · ±25%
- Crush
- How far implied volatility fell in the report’s expiry. ATM is at the strike nearest the price, day before to day after at 15:46, read late in the session, so it does not compare with a figure read at the open. As-sold is at the strike a position was already holding; a blank there is not a small crush, because after a big move that strike is often no longer quoted the day after. Open is backed out of the option’s own 10:00 price the next morning.
- ColumnsATMAs-soldOpen
- Forecast
- Pred. is the crush we wrote the day before the report and never changed, marked rec where it was rebuilt from history. Error is what happened minus the forecast, graded against the collapse at the new strike, in points of the crush.
- ColumnsPred.Error
- Sold
- P&L: sold at the bid the day before and bought back at the 10:00 ask, as a share of the premium collected. A record of what happened, not a recommendation.
- ColumnsP&L
- The rest of each reportThe quoted move before the split, the drift from the open to three sessions after, the 10:00 as-sold and 30-day crushes, the skew before and after, and the cover mark, for each of TCOM’s 14 reports.
- What selling it keptWhat selling TCOM’s straddle the day before kept when it was bought back at the open, at 10:00 and at the close: the average, the median, the worst report and the losses, over its last 12 reports.
- After the openWhether TCOM kept moving after the open or faded back by 10:00, and what the stored numbers say about the wings and the calendar: the typical distance to a wing, the slope at entry and the front-leg crush that followed.
We publish flagged reports instead of dropping them. A marker on one report says little about the company and one on most of them says a lot, so the count is what tells them apart.
Every marker on this name, counted against the report it touched, newest first as in the history above. The first column is the current reading.
’26Jun 24
’26Feb 25
’26Nov 17
’25Aug 27
’25May 19
’25Feb 24
’25Nov 18
’24Aug 26
’24May 20
’24Feb 21
’24Nov 20
’23Sep 4
’23Jun 7
’23reports
What each marker means10 markers
macro event in the window A scheduled macro event (a CPI print, an FOMC day) falls inside the decomposition window, so a little of the volatility attributed to the event belongs to the calendar instead.Affects Implied (event)
gapped past the wings The stock gapped far enough that the contract sold at T−1 is no longer near the money at the cover, so the as-sold crush there is partly a move along the smile rather than a collapse in volatility.Affects Crush at 10:00 (as sold)
no prediction No predicted crush could be frozen for this print, so it has no entry in the scored accuracy record. Never filled in afterwards — a prediction written after the outcome is not one.Affects Predicted crush · Error
wide decomposition band The decomposed implied move has a wide confidence band on this row. The number is published and kept off the board’s sort, because a sort cannot express an error bar; where its rank is shown, it is marked ≈.Affects Implied (event)
an anchor was refused At least one observation behind the 10:00 crush was rejected: a price below intrinsic, a crossed quote, or a solve that did not converge. The number here was measured from the anchors that did invert, and is scored normally.Affects Crush at 10:00
30-day IV extrapolated No pair of listed expiries brackets 30 days, so the 30-day volatility was extrapolated more than a week past the nearest one rather than interpolated. A shorter reach is not flagged: it moves the number by well under one volatility point.Affects Crush (30-day) · IV rank
next-morning price from quotes The option at the 10:00 strike did not trade on both sides between 09:55 and 10:05, so the next-morning volatility was read from the midpoint of its quoted bid and ask over the same ten minutes. Used only when both sides were quoted and the quote was less than 50% wide.Affects Crush at 10:00
crush expiry substituted The expiry that would have been measured was not available on both sides of the print, so a neighbouring one stood in. The crush is real; it is measured on a slightly different contract than the label implies.Affects Crush (re-struck)
p&L spread unadjusted The P&L on this row is not adjusted for the cost of crossing the spread on the way out, so it flatters the exit slightly. Kept out of the headline hit rate rather than averaged in.Affects Short-straddle P&L
reported off-session The report date is not an exchange session — some names report on Saturdays — so the window was resolved against the sessions bracketing it. The reading is correct; what differs is that the close-to-close move spans a weekend or a holiday.Affects Reported
How to read this page
- History table
- Its columns are explained right under it: What the columns mean ↑
- Coverage
- TCOM’s 14 reports.
- Priced move
- Read at 15:46 ET.
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